+292.6%
GOOG vs U
-31.3%
+324.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.1% |
| 7D | +2.1% | +36.6% | -34.5% | -3.1% |
| 30D | -18.3% | +13.3% | -31.6% | -20.2% |
| 3M | -20.3% | +26.2% | -46.5% | -23.7% |
| 6M | -28.1% | +88.7% | -116.8% | -35.8% |
| YTD | -9.3% | +16.6% | -25.9% | -14.6% |
| 1Y | -0.2% | +29.0% | -29.2% | -7.8% |
| 3Y | +118.0% | +99.5% | +18.5% | +74.6% |
| 5Y | +92.1% | -66.1% | +158.2% | +77.6% |
| All | +292.6% | -31.3% | +324.0% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling